Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/27/2022.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FB (Facebook Inc) | 16.06% | NA | -52.34% | -3.65% | 2.39% | 18.06% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FB (Facebook Inc) | 05/18/2012 | 06/27/2022 |
The return data shown below all have the same latest date: 06/27/2022.
AR inception is since 05/18/2012.
AR inception is since 05/18/2012.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.92 | -52.34 | -3.65 | 2.39 | 18.06 | NA | NA | 16.06 | -49.61 | 23.13 | 33.09 | 56.57 | -25.71 | 53.38 | 9.93 | 34.15 | 42.77 | 105.30 | -30.37 |
| Sharpe Ratio | NA | -0.95 | -0.09 | 0.04 | 0.46 | NA | NA | 0.40 | -1.08 | 0.78 | 0.71 | 1.99 | -0.69 | 3.11 | 0.35 | 1.33 | 1.21 | 2.38 | -0.70 |
| Standard Deviation(%) | NA | 53.17 | 43.51 | 39.76 | 38.20 | NA | NA | 38.77 | 70.49 | 29.54 | 46.07 | 27.71 | 39.16 | 17.03 | 27.84 | 25.67 | 35.38 | 44.23 | 64.24 |
| Draw Down(%) | NA | 59.22 | 59.22 | 59.22 | 59.22 | NA | NA | 59.22 | 53.96 | 19.71 | 34.59 | 16.02 | 42.96 | 6.32 | 13.68 | 16.57 | 22.06 | 29.47 | 53.63 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FB (Facebook Inc) |
1.20%
Apr 2019 - Apr 2022 |
5.04%
May 2017 - May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FB (Facebook Inc) |
70.45%
Aug 2012 - Aug 2015 |
56.95%
Aug 2012 - Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart